Merge branch 'adshao:master' into master

Author: size12

v2/client.go

@@ -20,6 +20,7 @@ import (
 	"github.com/adshao/go-binance/v2/common"
 	"github.com/adshao/go-binance/v2/delivery"
 	"github.com/adshao/go-binance/v2/futures"
+	"github.com/adshao/go-binance/v2/options"
 )
 
 // SideType define side type of order
@@ -102,9 +103,9 @@ type RateLimitInterval string
 type AccountType string
 
 // Endpoints
-const (
-	baseAPIMainURL    = "https://api.binance.com"
-	baseAPITestnetURL = "https://testnet.binance.vision"
+var (
+	BaseAPIMainURL    = "https://api.binance.com"
+	BaseAPITestnetURL = "https://testnet.binance.vision"
 )
 
 // UseTestnet switch all the API endpoints from production to the testnet
@@ -141,6 +142,7 @@ const (
 	OrderStatusTypePendingCancel   OrderStatusType = "PENDING_CANCEL"
 	OrderStatusTypeRejected        OrderStatusType = "REJECTED"
 	OrderStatusTypeExpired         OrderStatusType = "EXPIRED"
+	OrderStatusExpiredInMatch      OrderStatusType = "EXPIRED_IN_MATCH" // STP Expired
 
 	SymbolTypeSpot SymbolType = "SPOT"
 
@@ -152,15 +154,16 @@ const (
 	SymbolStatusTypeAuctionMatch SymbolStatusType = "AUCTION_MATCH"
 	SymbolStatusTypeBreak        SymbolStatusType = "BREAK"
 
-	SymbolFilterTypeLotSize      SymbolFilterType = "LOT_SIZE"
-	SymbolFilterTypePriceFilter  SymbolFilterType = "PRICE_FILTER"
-	SymbolFilterTypePercentPrice SymbolFilterType = "PERCENT_PRICE"
-	// Deprecated: use SymbolFilterTypePercentPrice instead
-	SymbolFilterTypeMinNotional      SymbolFilterType = "MIN_NOTIONAL"
-	SymbolFilterTypeNotional         SymbolFilterType = "NOTIONAL"
-	SymbolFilterTypeIcebergParts     SymbolFilterType = "ICEBERG_PARTS"
-	SymbolFilterTypeMarketLotSize    SymbolFilterType = "MARKET_LOT_SIZE"
-	SymbolFilterTypeMaxNumAlgoOrders SymbolFilterType = "MAX_NUM_ALGO_ORDERS"
+	SymbolFilterTypeLotSize            SymbolFilterType = "LOT_SIZE"
+	SymbolFilterTypePriceFilter        SymbolFilterType = "PRICE_FILTER"
+	SymbolFilterTypePercentPriceBySide SymbolFilterType = "PERCENT_PRICE_BY_SIDE"
+	SymbolFilterTypeMinNotional        SymbolFilterType = "MIN_NOTIONAL"
+	SymbolFilterTypeNotional           SymbolFilterType = "NOTIONAL"
+	SymbolFilterTypeIcebergParts       SymbolFilterType = "ICEBERG_PARTS"
+	SymbolFilterTypeMarketLotSize      SymbolFilterType = "MARKET_LOT_SIZE"
+	SymbolFilterTypeMaxNumOrders       SymbolFilterType = "MAX_NUM_ORDERS"
+	SymbolFilterTypeMaxNumAlgoOrders   SymbolFilterType = "MAX_NUM_ALGO_ORDERS"
+	SymbolFilterTypeTrailingDelta      SymbolFilterType = "TRAILING_DELTA"
 
 	UserDataEventTypeOutboundAccountPosition UserDataEventType = "outboundAccountPosition"
 	UserDataEventTypeBalanceUpdate           UserDataEventType = "balanceUpdate"
@@ -258,9 +261,9 @@ func newJSON(data []byte) (j *simplejson.Json, err error) {
 // getAPIEndpoint return the base endpoint of the Rest API according the UseTestnet flag
 func getAPIEndpoint() string {
 	if UseTestnet {
-		return baseAPITestnetURL
+		return BaseAPITestnetURL
 	}
-	return baseAPIMainURL
+	return BaseAPIMainURL
 }
 
 // NewClient initialize an API client instance with API key and secret key.
@@ -309,6 +312,11 @@ func NewDeliveryClient(apiKey, secretKey string) *delivery.Client {
 	return delivery.NewClient(apiKey, secretKey)
 }
 
+// NewOptionsClient initialize client for options API
+func NewOptionsClient(apiKey, secretKey string) *options.Client {
+	return options.NewClient(apiKey, secretKey)
+}
+
 type doFunc func(req *http.Request) (*http.Response, error)
 
 // Client define API client
@@ -1009,3 +1017,13 @@ func (c *Client) NewManagedSubAccountAssetsService() *ManagedSubAccountAssetsSer
 func (c *Client) NewSubAccountFuturesAccountService() *SubAccountFuturesAccountService {
 	return &SubAccountFuturesAccountService{c: c}
 }
+
+// NewSubAccountFuturesSummaryV1Service Get Summary of Sub-account's Futures Account (For Master Account)
+func (c *Client) NewSubAccountFuturesSummaryV1Service() *SubAccountFuturesSummaryV1Service {
+	return &SubAccountFuturesSummaryV1Service{c: c}
+}
+
+// NewSubAccountFuturesTransferV1Service Futures Transfer for Sub-account (For Master Account)
+func (c *Client) NewSubAccountFuturesTransferV1Service() *SubAccountFuturesTransferV1Service {
+	return &SubAccountFuturesTransferV1Service{c: c}
+}

v2/common/helpers.go

@@ -1,7 +1,10 @@
 package common
 
-import "math"
-import "bytes"
+import (
+	"bytes"
+	"fmt"
+	"math"
+)
 
 // AmountToLotSize converts an amount to a lot sized amount
 func AmountToLotSize(lot float64, precision int, amount float64) float64 {
@@ -19,3 +22,23 @@ func ToJSONList(v []byte) []byte {
 	}
 	return v
 }
+
+func ToInt(digit interface{}) (i int, err error) {
+	if intVal, ok := digit.(int); ok {
+		return int(intVal), nil
+	}
+	if floatVal, ok := digit.(float64); ok {
+		return int(floatVal), nil
+	}
+	return 0, fmt.Errorf("unexpected digit: %v", digit)
+}
+
+func ToInt64(digit interface{}) (i int64, err error) {
+	if intVal, ok := digit.(int); ok {
+		return int64(intVal), nil
+	}
+	if floatVal, ok := digit.(float64); ok {
+		return int64(floatVal), nil
+	}
+	return 0, fmt.Errorf("unexpected digit: %v", digit)
+}

v2/delivery/client.go

@@ -123,11 +123,12 @@ const (
 	SymbolStatusTypeAuctionMatch SymbolStatusType = "AUCTION_MATCH"
 	SymbolStatusTypeBreak        SymbolStatusType = "BREAK"
 
-	SymbolFilterTypeLotSize       SymbolFilterType = "LOT_SIZE"
-	SymbolFilterTypePrice         SymbolFilterType = "PRICE_FILTER"
-	SymbolFilterTypePercentPrice  SymbolFilterType = "PERCENT_PRICE"
-	SymbolFilterTypeMarketLotSize SymbolFilterType = "MARKET_LOT_SIZE"
-	SymbolFilterTypeMaxNumOrders  SymbolFilterType = "MAX_NUM_ORDERS"
+	SymbolFilterTypeLotSize          SymbolFilterType = "LOT_SIZE"
+	SymbolFilterTypePrice            SymbolFilterType = "PRICE_FILTER"
+	SymbolFilterTypePercentPrice     SymbolFilterType = "PERCENT_PRICE"
+	SymbolFilterTypeMarketLotSize    SymbolFilterType = "MARKET_LOT_SIZE"
+	SymbolFilterTypeMaxNumOrders     SymbolFilterType = "MAX_NUM_ORDERS"
+	SymbolFilterTypeMaxNumAlgoOrders SymbolFilterType = "MAX_NUM_ALGO_ORDERS"
 
 	SideEffectTypeNoSideEffect SideEffectType = "NO_SIDE_EFFECT"
 	SideEffectTypeMarginBuy    SideEffectType = "MARGIN_BUY"

v2/delivery/exchange_info_service.go

@@ -4,6 +4,8 @@ import (
 	"context"
 	"encoding/json"
 	"net/http"
+
+	"github.com/adshao/go-binance/v2/common"
 )
 
 // ExchangeInfoService exchange info service
@@ -91,7 +93,7 @@ type PriceFilter struct {
 
 // PercentPriceFilter define percent price filter of symbol
 type PercentPriceFilter struct {
-	MultiplierDecimal int    `json:"multiplierDecimal"`
+	MultiplierDecimal string `json:"multiplierDecimal"`
 	MultiplierUp      string `json:"multiplierUp"`
 	MultiplierDown    string `json:"multiplierDown"`
 }
@@ -108,6 +110,11 @@ type MaxNumOrdersFilter struct {
 	Limit int64 `json:"limit"`
 }
 
+// MaxNumAlgoOrdersFilter define max num orders filter of symbol of algo
+type MaxNumAlgoOrdersFilter struct {
+	Limit int64 `json:"limit"`
+}
+
 // LotSizeFilter return lot size filter of symbol
 func (s *Symbol) LotSizeFilter() *LotSizeFilter {
 	for _, filter := range s.Filters {
@@ -154,7 +161,7 @@ func (s *Symbol) PercentPriceFilter() *PercentPriceFilter {
 		if filter["filterType"].(string) == string(SymbolFilterTypePercentPrice) {
 			f := &PercentPriceFilter{}
 			if i, ok := filter["multiplierDecimal"]; ok {
-				f.MultiplierDecimal = int(i.(float64))
+				f.MultiplierDecimal = i.(string)
 			}
 			if i, ok := filter["multiplierUp"]; ok {
 				f.MultiplierUp = i.(string)
@@ -194,7 +201,25 @@ func (s *Symbol) MaxNumOrdersFilter() *MaxNumOrdersFilter {
 		if filter["filterType"].(string) == string(SymbolFilterTypeMaxNumOrders) {
 			f := &MaxNumOrdersFilter{}
 			if i, ok := filter["limit"]; ok {
-				f.Limit = int64(i.(float64))
+				if limit, okk := common.ToInt64(i); okk == nil {
+					f.Limit = limit
+				}
+			}
+			return f
+		}
+	}
+	return nil
+}
+
+// MaxNumAlgoOrdersFilter return max num orders filter of symbol
+func (s *Symbol) MaxNumAlgoOrdersFilter() *MaxNumAlgoOrdersFilter {
+	for _, filter := range s.Filters {
+		if filter["filterType"].(string) == string(SymbolFilterTypeMaxNumAlgoOrders) {
+			f := &MaxNumAlgoOrdersFilter{}
+			if i, ok := filter["limit"]; ok {
+				if limit, okk := common.ToInt64(i); okk == nil {
+					f.Limit = limit
+				}
 			}
 			return f
 		}

v2/delivery/exchange_info_service_test.go

@@ -57,11 +57,15 @@ func (s *exchangeInfoServiceTestSuite) TestExchangeInfo() {
 						"filterType": "MAX_NUM_ORDERS", 
 						"limit": 200
 					},
+					{
+						"limit": 20,
+						"filterType": "MAX_NUM_ALGO_ORDERS"
+					},
 					{
 						"filterType": "PERCENT_PRICE", 
 						"multiplierUp": "1.0500", 
 						"multiplierDown": "0.9500", 
-						"multiplierDecimal": 4
+						"multiplierDecimal": "4"
 					}
 				],
 				"OrderType": [ 
@@ -146,37 +150,48 @@ func (s *exchangeInfoServiceTestSuite) TestExchangeInfo() {
 					{"filterType": "LOT_SIZE", "minQty": "1", "maxQty": "100000", "stepSize": "1"},
 					{"filterType": "MARKET_LOT_SIZE", "maxQty": "100000", "minQty": "1", "stepSize": "1"},
 					{"filterType": "MAX_NUM_ORDERS", "limit": 200},
-					{"filterType": "PERCENT_PRICE", "multiplierUp": "1.0500", "multiplierDown": "0.9500", "multiplierDecimal": 4},
+					{"filterType": "MAX_NUM_ALGO_ORDERS", "limit": 20},
+					{"filterType": "PERCENT_PRICE", "multiplierUp": "1.0500", "multiplierDown": "0.9500", "multiplierDecimal": "4"},
 				},
 			},
 		},
 	}
 	s.assertExchangeInfoEqual(ei, res)
-	s.r().Len(ei.Symbols[0].Filters, 5, "Filters")
+	s.r().Len(ei.Symbols[0].Filters, 6, "Filters")
+
 	ePriceFilter := &PriceFilter{
 		MaxPrice: "100000",
 		MinPrice: "0.1",
 		TickSize: "0.1",
 	}
 	s.assertPriceFilterEqual(ePriceFilter, res.Symbols[0].PriceFilter())
+
 	eLotSizeFilter := &LotSizeFilter{
 		MaxQuantity: "100000",
 		MinQuantity: "1",
 		StepSize:    "1",
 	}
 	s.assertLotSizeFilterEqual(eLotSizeFilter, res.Symbols[0].LotSizeFilter())
+
 	eMarketLotSizeFilter := &MarketLotSizeFilter{
 		MaxQuantity: "100000",
 		MinQuantity: "1",
 		StepSize:    "1",
 	}
 	s.assertMarketLotSizeFilterEqual(eMarketLotSizeFilter, res.Symbols[0].MarketLotSizeFilter())
+
 	eMaxNumOrdersFilter := &MaxNumOrdersFilter{
 		Limit: 200,
 	}
 	s.assertMaxNumOrdersFilterEqual(eMaxNumOrdersFilter, res.Symbols[0].MaxNumOrdersFilter())
+
+	eMaxNumAlgoOrdersFilter := &MaxNumAlgoOrdersFilter{
+		Limit: 20,
+	}
+	s.assertMaxNumAlgoOrdersFilterEqual(eMaxNumAlgoOrdersFilter, res.Symbols[0].MaxNumAlgoOrdersFilter())
+
 	ePercentPriceFilter := &PercentPriceFilter{
-		MultiplierDecimal: 4,
+		MultiplierDecimal: "4",
 		MultiplierUp:      "1.0500",
 		MultiplierDown:    "0.9500",
 	}
@@ -219,6 +234,33 @@ func (s *exchangeInfoServiceTestSuite) assertExchangeInfoEqual(e, a *ExchangeInf
 		r.Equal(e.Symbols[i].PricePrecision, a.Symbols[i].PricePrecision, "PricePrecision")
 		r.Equal(e.Symbols[i].QuantityPrecision, a.Symbols[i].QuantityPrecision, "QuantityPrecision")
 		r.Equal(e.Symbols[i].RequiredMarginPercent, a.Symbols[i].RequiredMarginPercent, "RequiredMarginPercent")
+
+		for fi, currentFilter := range a.Symbols[i].Filters {
+			r.Len(currentFilter, len(e.Symbols[i].Filters[fi]))
+			switch currentFilter["filterType"] {
+			case "PRICE_FILTER":
+				r.Equal(e.Symbols[i].PriceFilter().MinPrice, a.Symbols[i].PriceFilter().MinPrice, "MinPrice")
+				r.Equal(e.Symbols[i].PriceFilter().MaxPrice, a.Symbols[i].PriceFilter().MaxPrice, "MaxPrice")
+				r.Equal(e.Symbols[i].PriceFilter().TickSize, a.Symbols[i].PriceFilter().TickSize, "TickSize")
+			case "LOT_SIZE":
+				r.Equal(e.Symbols[i].LotSizeFilter().MinQuantity, a.Symbols[i].LotSizeFilter().MinQuantity, "MinQuantity")
+				r.Equal(e.Symbols[i].LotSizeFilter().MaxQuantity, a.Symbols[i].LotSizeFilter().MaxQuantity, "MaxQuantity")
+				r.Equal(e.Symbols[i].LotSizeFilter().StepSize, a.Symbols[i].LotSizeFilter().StepSize, "StepSize")
+			case "MARKET_LOT_SIZE":
+				r.Equal(e.Symbols[i].MarketLotSizeFilter().MinQuantity, a.Symbols[i].MarketLotSizeFilter().MinQuantity, "MinQuantity")
+				r.Equal(e.Symbols[i].MarketLotSizeFilter().MaxQuantity, a.Symbols[i].MarketLotSizeFilter().MaxQuantity, "MaxQuantity")
+				r.Equal(e.Symbols[i].MarketLotSizeFilter().StepSize, a.Symbols[i].MarketLotSizeFilter().StepSize, "StepSize")
+			case "MAX_NUM_ORDERS":
+				r.Equal(e.Symbols[i].MaxNumOrdersFilter().Limit, a.Symbols[i].MaxNumOrdersFilter().Limit, "Limit")
+			case "MAX_NUM_ALGO_ORDERS":
+				r.Equal(e.Symbols[i].MaxNumAlgoOrdersFilter().Limit, a.Symbols[i].MaxNumAlgoOrdersFilter().Limit, "Limit")
+			case "PERCENT_PRICE":
+				r.Equal(e.Symbols[i].PercentPriceFilter().MultiplierDecimal, a.Symbols[i].PercentPriceFilter().MultiplierDecimal, "MultiplierDecimal")
+				r.Equal(e.Symbols[i].PercentPriceFilter().MultiplierUp, a.Symbols[i].PercentPriceFilter().MultiplierUp, "MultiplierUp")
+				r.Equal(e.Symbols[i].PercentPriceFilter().MultiplierDown, a.Symbols[i].PercentPriceFilter().MultiplierDown, "MultiplierDown")
+			}
+		}
+
 		r.Len(a.Symbols[i].OrderType, len(e.Symbols[i].OrderType))
 		for j, orderType := range e.Symbols[i].OrderType {
 			r.Equal(orderType, a.Symbols[i].OrderType[j], "OrderType")
@@ -262,3 +304,8 @@ func (s *exchangeInfoServiceTestSuite) assertMaxNumOrdersFilterEqual(e, a *MaxNu
 	r := s.r()
 	r.Equal(e.Limit, a.Limit, "Limit")
 }
+
+func (s *exchangeInfoServiceTestSuite) assertMaxNumAlgoOrdersFilterEqual(e, a *MaxNumAlgoOrdersFilter) {
+	r := s.r()
+	r.Equal(e.Limit, a.Limit, "Limit")
+}

v2/delivery/position_service.go

@@ -119,7 +119,7 @@ func (s *UpdatePositionMarginService) Amount(amount string) *UpdatePositionMargi
 	return s
 }
 
-// Type set action type: 1: Add postion margin，2: Reduce postion margin
+// Type set action type: 1: Add position margin，2: Reduce position margin
 func (s *UpdatePositionMarginService) Type(actionType int) *UpdatePositionMarginService {
 	s.actionType = actionType
 	return s

v2/delivery/ticker_service.go

@@ -171,7 +171,7 @@ type PriceChangeStats struct {
 	BaseVolume         string `json:"baseVolume"`
 	OpenTime           int64  `json:"openTime"`
 	CloseTime          int64  `json:"closeTime"`
-	FristID            int64  `json:"firstId"`
+	FirstID            int64  `json:"firstId"`
 	LastID             int64  `json:"lastId"`
 	Count              int64  `json:"count"`
 }

v2/delivery/ticker_service_test.go

@@ -345,7 +345,7 @@ func (s *tickerServiceTestSuite) TestListPriceChangeStats() {
 		BaseVolume:         "138965.76942775",
 		OpenTime:           1623748920000,
 		CloseTime:          1623835355736,
-		FristID:            172749700,
+		FirstID:            172749700,
 		LastID:             173464362,
 		Count:              714658,
 	}
@@ -364,7 +364,7 @@ func (s *tickerServiceTestSuite) TestListPriceChangeStats() {
 		BaseVolume:         "648179.55304919",
 		OpenTime:           1623748920000,
 		CloseTime:          1623835355187,
-		FristID:            138575549,
+		FirstID:            138575549,
 		LastID:             139103143,
 		Count:              527595,
 	}
@@ -423,7 +423,7 @@ func (s *tickerServiceTestSuite) TestSinglePriceChangeStats() {
 		BaseVolume:         "137750.93213717",
 		OpenTime:           1623752520000,
 		CloseTime:          1623838964257,
-		FristID:            172782522,
+		FirstID:            172782522,
 		LastID:             173490102,
 		Count:              707576,
 	}
@@ -498,7 +498,7 @@ func (s *tickerServiceTestSuite) TestPriceChangeStatsWithPair() {
 		BaseVolume:         "8300.32545198",
 		OpenTime:           1623755580000,
 		CloseTime:          1623842010140,
-		FristID:            7516015,
+		FirstID:            7516015,
 		LastID:             7591268,
 		Count:              75254,
 	}
@@ -517,7 +517,7 @@ func (s *tickerServiceTestSuite) TestPriceChangeStatsWithPair() {
 		BaseVolume:         "13637.88521626",
 		OpenTime:           1623755580000,
 		CloseTime:          1623842010656,
-		FristID:            32157829,
+		FirstID:            32157829,
 		LastID:             32307537,
 		Count:              149709,
 	}
@@ -541,7 +541,7 @@ func (s *tickerServiceTestSuite) assertPriceChangeStatsEqual(e, a *PriceChangeSt
 	r.Equal(e.BaseVolume, a.BaseVolume, "BaseVolume")
 	r.Equal(e.OpenTime, a.OpenTime, "OpenTime")
 	r.Equal(e.CloseTime, a.CloseTime, "CloseTime")
-	r.Equal(e.FristID, a.FristID, "FristID")
+	r.Equal(e.FirstID, a.FirstID, "FirstID")
 	r.Equal(e.LastID, a.LastID, "LastID")
 	r.Equal(e.Count, a.Count, "Count")
 }